From: <kehler_at_mathstat.dal.ca>

Date: Thu 21 Jul 2005 - 01:28:50 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Jul 21 01:45:31 2005

Date: Thu 21 Jul 2005 - 01:28:50 EST

predict.lm(model,newdata=data.frame(x=c(10,20)),se.fit=T,interval="prediction")$se.fit

sqrt(MSE(1/n + (x-x_bar)^2/SS_x)),

not the standard errors of Y_new (predicted value):

sqrt(MSE(1 + 1/n + (x-x_bar)^2/SS_x)).

Is there a reason this quantity is called the "standard error of predicted means" if it doesn't relate to the prediction distribution?

sqrt(MSE(1/m + 1/n + (x-x_bar)^2/SS_x)),

Using R.2.1 for Windows

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Jul 21 01:45:31 2005

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